import numpy as np import pylab as pb pb.ion() import sys import GPy pb.close('all') N = 1000 M = 10 resolution=5 X = np.linspace(0,12,N)[:,None] Z = np.linspace(0,12,M)[:,None] # inducing points (fixed for now) Y = np.sin(X) + np.random.randn(*X.shape)/np.sqrt(50.) k = GPy.kern.rbf(1) m = GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k) m.constrain_fixed('iip') #m.constrain_fixed('white',1e-6) m.constrain_fixed('precision',50) m.ensure_default_constraints() xx,yy = np.mgrid[1.5:4:0+resolution*1j,-2:2:0+resolution*1j] lls = [] cgs = [] for l,v in zip(xx.flatten(),yy.flatten()): m.set('lengthscale',l) m.set('rbf_variance',10.**v) lls.append(m.log_likelihood()) cgs.append(m.checkgrad()) #m.plot() lls = np.array(lls).reshape(resolution,resolution) cgs = np.array(cgs,dtype=np.float64).reshape(resolution,resolution) pb.contourf(xx,yy,lls,np.linspace(-500,560,100),linewidths=2,cmap=pb.cm.jet) pb.colorbar() pb.scatter(xx.flatten(),yy.flatten(),10,cgs.flatten(),linewidth=0,cmap=pb.cm.gray) pb.figure() #pb.imshow(lls,origin='upper',cmap=pb.cm.jet,extent=[xx[0,0],xx[-1,0],yy[0].min(),yy[0].max()],vmin=-500) pb.scatter(xx.flatten(),yy.flatten(),10,lls.flatten(),linewidth=0,cmap=pb.cm.jet) pb.colorbar() pb.figure() #pb.imshow(cgs,origin='upper',cmap=pb.cm.jet,extent=[xx[0,0],xx[-1,0],yy[0].min(),yy[0].max()]) pb.scatter(xx.flatten(),yy.flatten(),10,cgs.flatten(),linewidth=0,cmap=pb.cm.jet) pb.colorbar()